Created
July 10, 2020 01:53
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import DSP: conv | |
using LinearAlgebra | |
function boundaries( ::Val{:zeros}, x::Vector, half_width::Int ) | |
return (padded = true, z = vcat( zeros(half_width), x, zeros(half_width) ) ) | |
end | |
function boundaries( ::Val{:repeating}, x::Vector, half_width::Int ) | |
return (padded = true, z = vcat( repeat( [ first(x) ], half_width), x, repeat( [ last(x) ], half_width) ) ) | |
end | |
function boundaries( ::Val{:mirroring}, x::Vector, half_width::Int ) | |
return (padded = true, z = vcat( reverse(x[1:half_width]), x, reverse(x[(end-half_width):end]) )) | |
end | |
boundaries( anything, x::Vector, half_width::Int ) = (padded = false, z = x) | |
boundary_mapper(s::Symbol, x::Vector, half_width::Int) = boundaries( Val(s), x, half_width ) | |
function SavitskyGolay( x::Vector, window::Int, ∂_order::Int, polynomial_order::Int; | |
Δt::Float64 = 1., boundarycondition = :repeating) | |
len = length( x ) | |
half_width = ( ( window - 1 ) / 2 ) |> Int | |
@assert ( len > window > polynomial_order ) "Invalid window, or polynomial order." | |
@assert ( window > 1 ) "Invalid window size. Must be positive." | |
@assert ( window % 2 == 1 ) "Window size must be an odd number." | |
@assert ( ∂_order < polynomial_order ) "Polynomial order must be greater then the derivative order" | |
A = LinearAlgebra.pinv( (-half_width:half_width) .^ transpose( 0:polynomial_order ) ) | |
true_ν = Matrix{Float64}(undef, window, window) | |
true_ν = A[ 1+∂_order,:] .*= factorial(∂_order) / ( (-Δt) ^ Float64( ∂_order) ) | |
padded, newx = boundary_mapper( boundarycondition, x, half_width) | |
lft_pad,rgt_pad = 1:half_width, (len - half_width + 1) : len | |
if padded | |
rng = ((2half_width+1):(len + 2half_width)) | |
return conv(newx, true_ν)[rng] | |
else | |
return conv(newx, true_ν) | |
end | |
end | |
using Plots | |
#IR test | |
y = zeros(100) | |
y[50] = 1.0 | |
plot( y, label = "Impulse"); | |
plot!( SavitskyGolay(y, 33, 0, 6; boundarycondition = :zeros), | |
label = "SG 0th derivative") | |
ω = 11 | |
#remove Boundary effects | |
θ = (1:3000) .* (pi/1000) | |
y = cos.( θ ) .+ randn( length( θ ) ) / 20 | |
plot(cos.( θ ), label = "analytic sine"); | |
plot!(SavitskyGolay(cos.( θ ), ω, 0, 7; boundarycondition = :mirroring), label = "SG 0th derivative") | |
plot(-sin.( θ ), label = "analytic 1st derivative"); | |
plot!(SavitskyGolay( cos.( θ ), ω, 1, 7; Δt = θ.step |> Float64, | |
boundarycondition = :mirroring), | |
label = "SG 1st derivative") | |
plot(-cos.( θ ), label = "analytic 2nd derivative"); | |
plot!(SavitskyGolay(cos.( θ ), ω, 2, 5; Δt = θ.step |> Float64, | |
boundarycondition = :mirroring), | |
label = "SG 2nd derivative") | |
BC_none = SavitskyGolay(y, ω, 0, 3; boundarycondition = :none) | |
BC_zeros = SavitskyGolay(y, ω, 0, 5; boundarycondition = :zeros) | |
BC_repeating = SavitskyGolay(y, ω, 0, 3; boundarycondition = :repeating) | |
BC_mirroring = SavitskyGolay(y, ω, 0, 3; boundarycondition = :mirroring) | |
plot(y, legend = false); | |
plot!(BC_none); | |
plot!(BC_zeros); | |
plot!(BC_repeating); | |
plot!(BC_mirroring) | |
function ⊥(operator::Function, a::AbstractArray, b::AbstractArray) | |
a_dim_lens = length( size( a ) ) | |
operator.(a, reshape( b, ( ones(Int, a_dim_lens)..., size(b)... ) ) ) | |
end | |
⊥( -, ⊥( ^, 1:3, 1:3 ), 1:3) |
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